I've moved this thread to support...anyway: The loader loads polygonal objects only (this is stated somewhere...if not in the javadocs, it may be in the "manual"). That is why straight lines don't show for example. There is simply no matching primitive in jPCT to show them. I don't know about the bevel as i don't know how this works in 3DS Max and what the exporter does with it.
You may want to try to export the model into another format (good old ASC for example, which most likely doesn't support bevel so that it has to be converted to a polygonal representation), reimport it into Max and save it as a 3DS again. Maybe that helps.
BTW: If you are still using the version from Feb. 2004, you should really upgrade. It may not fix the 3DS problem, but it fixes a lot of other stuff...